anthdm / rust-trading-engine
A trading (matching) engine implementation in Rust.
☆38Updated 2 years ago
Alternatives and similar repositories for rust-trading-engine:
Users that are interested in rust-trading-engine are comparing it to the libraries listed below
- ☆39Updated 3 months ago
- Limit Order book and matching engine in Rust.☆47Updated 3 years ago
- NOTE: Barter-Data migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs☆104Updated 8 months ago
- Stock Exchange Engine written in Rust☆26Updated 3 years ago
- A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream☆74Updated 2 years ago
- Backtesting engine written in Rust☆71Updated 2 weeks ago
- Building a fast matching engine in Rust for efficient processing of an ITCH order book.☆35Updated last year
- Matching Engine implementation in Rust☆48Updated 3 years ago
- An asynchronous low-latency trading system☆40Updated last year
- Lightweight algo trading framework☆32Updated 2 years ago
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆57Updated last year
- Trading with ML on binance microstructure market data☆12Updated last year
- RustyQlib: A quant library for derivative pricing and quantitative finance☆18Updated 3 weeks ago
- A simple trading bot written in Rust based on counter-trading large deviations in the futures order book delta volume.☆72Updated 2 years ago
- A fast price-time-quantity limit order book (LOB) matching engine written in Rust☆15Updated 2 months ago
- Simple Market-Taking Card Game☆21Updated 10 months ago
- Build a crypto-exchange from scratch series☆86Updated 2 years ago
- Repository for market making ideas☆39Updated 11 months ago
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆164Updated 4 months ago
- DistributedATS is a FIX Protocol based multi matching engine exchange(CLOB) that integrates QuickFIX and LiquiBook over DDS☆74Updated 11 months ago
- Market making strategy example☆25Updated 4 years ago
- OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.☆28Updated this week
- event-driven trading and backtesting engine☆18Updated 4 months ago
- Deep learning approach for market price prediction, in JAX☆36Updated 10 months ago
- An algorithmic trading platform written in rust. Focused on backtesting, charting, live trading. With an emphasis for semi-automated str…☆45Updated this week
- A Practical Guide to a Simple Data Stack.☆40Updated 6 months ago
- Dashboard to track crypto spot-futures premiums☆53Updated 2 years ago
- NOTE: Barter-Execution migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs. <br> High-performance and normalised trad…☆27Updated 8 months ago
- ☆28Updated 4 months ago
- Technical analysis library for Rust language☆35Updated 10 months ago